ECBOT 30 Year Treasury Bond Future March 2021


Trading Metrics calculated at close of trading on 28-Dec-2020
Day Change Summary
Previous Current
24-Dec-2020 28-Dec-2020 Change Change % Previous Week
Open 172-09 172-30 0-21 0.4% 172-09
High 172-29 172-30 0-01 0.0% 173-24
Low 172-02 171-27 -0-07 -0.1% 171-16
Close 172-24 172-24 0-00 0.0% 172-24
Range 0-27 1-03 0-08 29.6% 2-08
ATR 1-10 1-10 -0-01 -1.3% 0-00
Volume 109,351 191,816 82,465 75.4% 1,079,597
Daily Pivots for day following 28-Dec-2020
Classic Woodie Camarilla DeMark
R4 175-25 175-12 173-11
R3 174-22 174-09 173-02
R2 173-19 173-19 172-30
R1 173-06 173-06 172-27 172-27
PP 172-16 172-16 172-16 172-11
S1 172-03 172-03 172-21 171-24
S2 171-13 171-13 172-18
S3 170-10 171-00 172-14
S4 169-07 169-29 172-05
Weekly Pivots for week ending 25-Dec-2020
Classic Woodie Camarilla DeMark
R4 179-13 178-11 174-00
R3 177-05 176-03 173-12
R2 174-29 174-29 173-05
R1 173-27 173-27 172-31 174-12
PP 172-21 172-21 172-21 172-30
S1 171-19 171-19 172-17 172-04
S2 170-13 170-13 172-11
S3 168-05 169-11 172-04
S4 165-29 167-03 171-16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 173-24 171-16 2-08 1.3% 1-07 0.7% 56% False False 254,282
10 173-31 171-16 2-15 1.4% 1-07 0.7% 51% False False 291,636
20 175-10 171-04 4-06 2.4% 1-10 0.8% 39% False False 327,100
40 177-07 170-20 6-19 3.8% 1-16 0.9% 32% False False 221,989
60 178-12 170-20 7-24 4.5% 1-12 0.8% 27% False False 148,157
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-09
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 177-19
2.618 175-26
1.618 174-23
1.000 174-01
0.618 173-20
HIGH 172-30
0.618 172-17
0.500 172-13
0.382 172-08
LOW 171-27
0.618 171-05
1.000 170-24
1.618 170-02
2.618 168-31
4.250 167-06
Fisher Pivots for day following 28-Dec-2020
Pivot 1 day 3 day
R1 172-20 172-21
PP 172-16 172-18
S1 172-13 172-15

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These figures are updated between 7pm and 10pm EST after a trading day.

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